+500.0%
APP vs PPL
+52.3%
+447.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.0% |
| 7D | +71.2% | +0.4% | +70.8% | +71.1% |
| 30D | +39.1% | +5.4% | +33.6% | +37.6% |
| 3M | +16.5% | +4.3% | +12.3% | +15.5% |
| 6M | -16.6% | -1.3% | -15.2% | -16.5% |
| YTD | -41.9% | +4.7% | -46.6% | -43.1% |
| 1Y | -37.0% | +1.3% | -38.3% | -37.7% |
| 3Y | +892.4% | +57.2% | +835.2% | +708.8% |
| 5Y | +297.3% | +48.2% | +249.1% | +241.6% |
| All | +500.0% | +52.3% | +447.7% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling